If this is the first time: smallest size, softest material, and far more lube than you think. Silicone has give, which matters more than any other spec at the start. Rushing is the single most common reason people decide anal is not for them.
If you want fullness that stays put: a plug. It goes in and it holds, and plenty of people wear one during other kinds of sex because it makes everything else more intense. See butt plugs.
If you want movement rather than stillness: beads. The pull is the whole point, and the spacing between beads changes the feeling more than the size of them does.
If there is a prostate involved: the curve is the spec, not the size. A straight toy will press past it. If a prostate massager seems to do nothing, the angle is almost always the reason rather than the toy.
On size: girth decides comfort, length does not. A shorter, wider toy is more demanding than a long, narrow one, and the number people fixate on is the wrong number.
On material: silicone to learn on, glass and steel once you know. Silicone flexes and forgives. Glass and steel are rigid, heavier, and they hold temperature, which is a real sensation rather than a gimmick. All three are non porous and genuinely cleanable.
On lube: water based with silicone toys, always. Silicone lube lasts longer and is lovely with glass or steel, and it will wreck a silicone toy. The anal lubricants here are thicker than standard lube for a reason.
On cleaning: non porous materials only, washed before and after. Anything jelly, porous or unbranded holds bacteria no matter how it is cleaned, and this is the one part of the body where that stops being a theoretical problem. A toy cleaner covers it.